PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-20 08:55:10.474078+00:00 (UTC)
In US/Central Time, this is 2024-03-20 03:55:10.474078-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897271 -0.475306 0.085849 -0.008141 0.545533 0.254613
1997-01-03 -0.885562 -0.475306 -0.155948 0.007373 0.745108 0.205455
1997-01-06 -0.881659 -0.475306 -0.064523 -0.015898 0.777985 0.269397
1997-01-07 -0.881659 -0.454481 -0.129483 -0.046927 0.837610 0.383009
1997-01-08 -0.893368 -0.454481 -0.022418 -0.085713 0.785646 0.496230
... ... ... ... ... ... ...
2024-03-13 -0.862144 -1.506122 -0.803148 1.760495 1.064896 0.153920
2024-03-14 -0.862144 -1.474885 -0.724955 1.760495 0.887826 0.499606
2024-03-15 -0.858241 -1.495710 -0.723752 1.690680 0.831841 0.578892
2024-03-18 -0.869950 -1.474885 -0.733376 1.651894 0.714554 0.682757
2024-03-19 -0.869950 -1.464473 -0.733376 1.651894 0.709498 0.682757

7190 rows × 6 columns

../../_images/44853c14e589efaf37ddba66b83aa7871c60badd70fb2a4c3643370fe5ca0d63.png
pc1
DATE
1997-01-02   -0.578220
1997-01-03   -0.684382
1997-01-06   -0.667282
1997-01-07   -0.703664
1997-01-08   -0.673329
                ...   
2024-03-13   -1.611232
2024-03-14   -1.594038
2024-03-15   -1.582199
2024-03-18   -1.565379
2024-03-19   -1.561434
Name: PC1, Length: 7190, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../../_images/43937f0857395959a44e4d80ec58028130edf80d226a20c187c0bdad44ddbb27.png
fig = px.line(pc1)
fig.show()
../../_images/789e56efbcf6c5635ca58de72cc41828762d912220692e190f33ffc65cacda5b.png